Trading Metrics calculated at close of trading on 20-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2000 |
20-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
3,741.45 |
3,798.84 |
57.39 |
1.5% |
3,654.88 |
High |
3,803.72 |
3,877.43 |
73.71 |
1.9% |
3,756.17 |
Low |
3,711.96 |
3,782.43 |
70.47 |
1.9% |
3,447.90 |
Close |
3,790.89 |
3,841.74 |
50.85 |
1.3% |
3,704.74 |
Range |
91.76 |
95.00 |
3.24 |
3.5% |
308.27 |
ATR |
128.32 |
125.94 |
-2.38 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,118.87 |
4,075.30 |
3,893.99 |
|
R3 |
4,023.87 |
3,980.30 |
3,867.87 |
|
R2 |
3,928.87 |
3,928.87 |
3,859.16 |
|
R1 |
3,885.30 |
3,885.30 |
3,850.45 |
3,907.09 |
PP |
3,833.87 |
3,833.87 |
3,833.87 |
3,844.76 |
S1 |
3,790.30 |
3,790.30 |
3,833.03 |
3,812.09 |
S2 |
3,738.87 |
3,738.87 |
3,824.32 |
|
S3 |
3,643.87 |
3,695.30 |
3,815.62 |
|
S4 |
3,548.87 |
3,600.30 |
3,789.49 |
|
|
Weekly Pivots for week ending 14-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,561.08 |
4,441.18 |
3,874.29 |
|
R3 |
4,252.81 |
4,132.91 |
3,789.51 |
|
R2 |
3,944.54 |
3,944.54 |
3,761.26 |
|
R1 |
3,824.64 |
3,824.64 |
3,733.00 |
3,884.59 |
PP |
3,636.27 |
3,636.27 |
3,636.27 |
3,666.25 |
S1 |
3,516.37 |
3,516.37 |
3,676.48 |
3,576.32 |
S2 |
3,328.00 |
3,328.00 |
3,648.22 |
|
S3 |
3,019.73 |
3,208.10 |
3,619.97 |
|
S4 |
2,711.46 |
2,899.83 |
3,535.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,877.43 |
3,494.39 |
383.04 |
10.0% |
102.02 |
2.7% |
91% |
True |
False |
|
10 |
3,877.43 |
3,314.75 |
562.68 |
14.6% |
137.92 |
3.6% |
94% |
True |
False |
|
20 |
3,877.43 |
3,314.75 |
562.68 |
14.6% |
125.84 |
3.3% |
94% |
True |
False |
|
40 |
3,877.43 |
2,956.79 |
920.64 |
24.0% |
106.00 |
2.8% |
96% |
True |
False |
|
60 |
3,877.43 |
2,423.29 |
1,454.14 |
37.9% |
91.46 |
2.4% |
98% |
True |
False |
|
80 |
3,877.43 |
2,299.95 |
1,577.48 |
41.1% |
84.80 |
2.2% |
98% |
True |
False |
|
100 |
3,877.43 |
2,299.95 |
1,577.48 |
41.1% |
80.28 |
2.1% |
98% |
True |
False |
|
120 |
3,877.43 |
2,120.26 |
1,757.17 |
45.7% |
76.59 |
2.0% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,281.18 |
2.618 |
4,126.14 |
1.618 |
4,031.14 |
1.000 |
3,972.43 |
0.618 |
3,936.14 |
HIGH |
3,877.43 |
0.618 |
3,841.14 |
0.500 |
3,829.93 |
0.382 |
3,818.72 |
LOW |
3,782.43 |
0.618 |
3,723.72 |
1.000 |
3,687.43 |
1.618 |
3,628.72 |
2.618 |
3,533.72 |
4.250 |
3,378.68 |
|
|
Fisher Pivots for day following 20-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
3,837.80 |
3,818.38 |
PP |
3,833.87 |
3,795.01 |
S1 |
3,829.93 |
3,771.65 |
|